Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
1,414 documents
The article explains why a high win rate alone does not ensure long-run profits. Traders may close winners too early and let losing positions grow, so the size of gains and losses matters alongside their probabilities. It also argues that trading systems…
The document describes a script that estimates where a third Elliott wave may end, following an approach attributed to Bill Williams. It uses a Fibonacci expansion object: for a bullish setup, the user places its three points at the first wave’s starting…
This script describes a three-leg futures strategy that treats hog value minus weighted corn and soybean meal costs as a proxy for livestock feeding profitability. It estimates the spread’s mean and standard deviation from daily bars, calculates a z-score,…
The document describes an Expert Advisor that places buy and sell orders at expanding Fibonacci-based intervals, adjusting grid spacing and position sizes to market conditions. Its proposed filters combine Market Profile value areas with ADX trend strength…
The post outlines a way to backtest a continuous sequence of dominant futures contracts in a VeighNa-based system. It argues that an exchange-style continuous index can differ from trading actual contracts because it blends contract prices and may produce…
The account describes a historical nickel trade built around a persistent discount in physical nickel relative to futures, growing exchange inventories, and continuing imports of Russian nickel. Because imports could be profitable while domestic stainless…
This note introduces the Commodity Channel Index as a measure of how far the current price is from an average price over a chosen period. CCI may help identify potential trend changes or unusually high and low conditions, and the document says it can be…
The article reviews a historical-data study comparing value averaging (VA), dollar-cost averaging (DCA), and a randomized contribution schedule across equity, gold, and commodity indexes. DCA invests a fixed amount at regular intervals. VA instead sets a…
This Expert Advisor uses the SimpleBars trend indicator and generates a signal when a completed bar changes color. It describes the required compiled indicator placement and notes that a supporting trade library can accommodate brokers with nonzero spreads…
A VeighNa community exchange addresses a user’s report that some commodity option contracts cannot be found. The reply suggests checking whether the affected module was started only after the main interface logged that contract queries had succeeded. This…
This report outlines a framework for researching quantitative commodity signals in iron ore. It groups inputs into fundamental factors covering supply, demand, and inventories, plus a separate sentiment category. Because fundamental data updates less…
This tutorial outlines a workflow for modeling Chinese steel futures using high frequency market data. It starts with tick snapshots for the RB2305 contract, explains that futures may trade during night sessions, and resamples the raw observations into ten…
The newsletter interprets market reactions to a Fed rate cut and Powell’s comments, then compares gold and Bitcoin through futures trends, implied volatility, and 180-day 25-delta risk reversals relative to at-the-money volatility. It reports positive gold…
This report develops indicators from the gap between actual Chinese economic releases and market forecasts. It groups indicators into growth, liquidity, and inflation categories, assigns expected effects on domestic equities, bonds, and commodities, and…
The report reviews two major historical gold rallies and argues that the drivers of gold prices vary over time. It examines two short-term and four long-term factors, using rolling correlations to show that relationships between these factors and gold are…
A forum exchange asks whether vn.py version 3.9.1 can still use a TqSdk account to obtain historical data, and what naming convention TqSdk uses for continuous main contracts. The question gives the example of downloading tick history for the main silver…
The document describes a script for calculating a position size from either a percentage of account value or a fixed risk amount and a user-entered stop-loss distance. For forex, it adjusts a four-digit pip input for five-digit broker quotes. For non-forex…
A trader reports an error while running an rb-hc spread strategy in a simulated environment. The failure occurs when the strategy attempts to convert its current grid position into an integer target position, but the value is NaN. The trader suspects that a…
This document describes a rule-based strategy that enters a trade when the RSI crosses above 73 or below 27. It uses the RSI signal to initiate a buy or sell position, then relies on average true range (ATR) to set and adjust exits. The initial stop is…
This excerpt summarizes a Chinese weekly research note on machine learning and commodity trading advisor strategies. It reports recent results for a neural network strategy on the CSI 500, a commodity futures strategy, and a commodity strategy combining…
The document proposes using convex optimization to model how farmers allocate limited arable land among crops to maximize profit. Its framework combines crop prices, production costs, and supply effects: planting more can raise output but may also depress…
This document describes an Expert Advisor that trades signals from the BnB trend indicator. It generates a signal when a bar closes and the indicator’s cloud changes color. The EA is presented as a way to automate entries based on that indicator event; the…
This futures strategy tracks the ratio of copper to aluminum contract values, adjusting each contract’s daily close by its volume multiplier. It calculates the historical mean and standard deviation of that ratio, then uses the current ratio’s z-score to…
Williams %R measures a close against the recent period’s high and low. Its scale runs from −100, when the close matches the period low, to 0, when it matches the period high. The document notes that the oscillator can change quickly, so signals based on its…